According to Ref [1]}, starting from Black-Scholes pricing formula, the price of European option can be derived by path integral method. The Black-Scholes formula is
\(\frac{\partial C}{\partial t}+rS\frac{\partial C}{\partial S}+\frac{1}{2}\sigma ^2 S^2\frac{\partial ^2 C}{\partial S^2}=0\) 
